+365.4%
UPRO vs ZCMD
-100.0%
+465.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.9% |
| 7D | +9.7% | -2.9% | +12.6% | +9.8% |
| 30D | -9.8% | -28.5% | +18.7% | -9.1% |
| 3M | -9.1% | -56.5% | +47.4% | -7.6% |
| 6M | +0.9% | -99.7% | +100.6% | +9.8% |
| YTD | +21.9% | -99.9% | +121.8% | +36.2% |
| 1Y | +19.8% | -99.9% | +119.7% | +35.4% |
| 3Y | +227.4% | -100.0% | +327.4% | +310.6% |
| 5Y | +100.1% | -100.0% | +200.1% | +160.4% |
| All | +365.4% | -100.0% | +465.4% | +712.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling